Ushbu ishga iqtibos qilgan ishlar

3 ta ish

Ish: ABI:AkademIndex/openalex/2026.other.926111

1. 976 Is GARCH(1,1)\text{GARCH}(1,1) enough to model the volatility of exchange rates?

   Bruno Dinga, Henri Claver Jimbo

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000411

2. 44523 Statistical analysis of risks and interest rates in stock markets

   Leonardo Gildas Nguemeta Lonlack, Henri Claver Jimbo, P Tchoua

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000412

3. 1458 Value-at-risk and expected shortfall for a nonlinear portfolio with a mixture of dynamic copulas

   Boris Zourmba Tizi, Henri Claver Jimbo, Cyrille Audrey Nzotem Tchoumi +2

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000418